Well, Psylocke is part of STRIKE, the EU version of SHIELD. It's like sam wilson. she's probably around doing her own mission, or a bit of filing or just stood in a corner looking pretty somewhere. Nothing really to do with a combined EU supersoldier program. Also it's worthwhile to mention that the EU are a lot of different countries, and although being a union, there is not a free exchange of top secret information, there is, as Stark says, a lot of red tape. Truly, the left hand will not know what the right is doing. She will be well out of the loop here.